def _df_raw(self):
"""Returns the degrees of freedom."""
df = math.rank(self._x_trans.values)
if self._time_effects:
df += self._total_times
return df
def _df_raw(self):
"""Returns the degrees of freedom."""
df = math.rank(self._x_trans.values)
if self._time_effects:
df += self._total_times
return df
def _rolling_rank(self):
dates = self._index
window = self._window
ranks = np.empty(len(dates), dtype=float)
ranks[:] = np.NaN
for i, date in enumerate(dates):
if self._is_rolling and i >= window:
prior_date = dates[i - window + 1]
else:
prior_date = dates[0]
x_slice = self._x.truncate(before=prior_date, after=date).values
if len(x_slice) == 0:
continue
ranks[i] = math.rank(x_slice)
return ranks
def _rolling_rank(self):
dates = self._index
window = self._window
ranks = np.empty(len(dates), dtype=float)
ranks[:] = np.NaN
for i, date in enumerate(dates):
if self._is_rolling and i >= window:
prior_date = dates[i - window + 1]
else:
prior_date = dates[0]
x_slice = self._x.truncate(before=prior_date, after=date).values
if len(x_slice) == 0:
continue
ranks[i] = math.rank(x_slice)
return ranks
def _df_raw(self):
"""Returns the degrees of freedom."""
return math.rank(self._x.values)
def test_rank_1d(self):
self.assertEqual(1, pmath.rank(self.series))
self.assertEqual(0, pmath.rank(Series(0, self.series.index)))
def _df_raw(self):
"""Returns the degrees of freedom."""
return math.rank(self._x.values)
def test_rank_1d(self):
self.assertEqual(1, pmath.rank(self.series))
self.assertEqual(0, pmath.rank(Series(0, self.series.index)))
